-25.3%
PDD vs AGNC
+26.7%
-52.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.4% | -4.7% | -0.7% | -3.1% |
| 30D | -12.6% | -5.7% | -6.9% | -10.2% |
| 3M | -4.3% | +1.9% | -6.2% | -5.5% |
| 6M | -24.4% | +1.8% | -26.2% | -25.7% |
| YTD | -31.4% | +3.4% | -34.8% | -33.3% |
| 1Y | -38.1% | +13.6% | -51.7% | -42.7% |
| 3Y | -20.1% | +60.4% | -80.5% | -39.2% |
| All | -25.3% | +26.7% | -52.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling